CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1407 |
1.1384 |
-0.0023 |
-0.2% |
1.1340 |
| High |
1.1413 |
1.1389 |
-0.0024 |
-0.2% |
1.1465 |
| Low |
1.1382 |
1.1313 |
-0.0069 |
-0.6% |
1.1294 |
| Close |
1.1391 |
1.1317 |
-0.0074 |
-0.6% |
1.1408 |
| Range |
0.0031 |
0.0076 |
0.0045 |
145.2% |
0.0172 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.2% |
0.0000 |
| Volume |
55,394 |
59,210 |
3,816 |
6.9% |
126,065 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1518 |
1.1359 |
|
| R3 |
1.1492 |
1.1442 |
1.1338 |
|
| R2 |
1.1416 |
1.1416 |
1.1331 |
|
| R1 |
1.1366 |
1.1366 |
1.1324 |
1.1353 |
| PP |
1.1340 |
1.1340 |
1.1340 |
1.1333 |
| S1 |
1.1290 |
1.1290 |
1.1310 |
1.1277 |
| S2 |
1.1264 |
1.1264 |
1.1303 |
|
| S3 |
1.1188 |
1.1214 |
1.1296 |
|
| S4 |
1.1112 |
1.1138 |
1.1275 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1827 |
1.1502 |
|
| R3 |
1.1732 |
1.1655 |
1.1455 |
|
| R2 |
1.1560 |
1.1560 |
1.1439 |
|
| R1 |
1.1484 |
1.1484 |
1.1423 |
1.1522 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1408 |
| S1 |
1.1312 |
1.1312 |
1.1392 |
1.1351 |
| S2 |
1.1217 |
1.1217 |
1.1376 |
|
| S3 |
1.1046 |
1.1141 |
1.1360 |
|
| S4 |
1.0874 |
1.0969 |
1.1313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1465 |
1.1313 |
0.0152 |
1.3% |
0.0058 |
0.5% |
3% |
False |
True |
42,909 |
| 10 |
1.1465 |
1.1262 |
0.0203 |
1.8% |
0.0063 |
0.6% |
27% |
False |
False |
34,616 |
| 20 |
1.1469 |
1.1262 |
0.0207 |
1.8% |
0.0063 |
0.6% |
27% |
False |
False |
28,637 |
| 40 |
1.1753 |
1.1262 |
0.0491 |
4.3% |
0.0073 |
0.6% |
11% |
False |
False |
25,921 |
| 60 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0084 |
0.7% |
7% |
False |
False |
25,002 |
| 80 |
1.2097 |
1.1262 |
0.0835 |
7.4% |
0.0081 |
0.7% |
7% |
False |
False |
20,599 |
| 100 |
1.2097 |
1.1150 |
0.0947 |
8.4% |
0.0074 |
0.7% |
18% |
False |
False |
16,485 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.4% |
0.0070 |
0.6% |
27% |
False |
False |
13,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1712 |
|
2.618 |
1.1588 |
|
1.618 |
1.1512 |
|
1.000 |
1.1465 |
|
0.618 |
1.1436 |
|
HIGH |
1.1389 |
|
0.618 |
1.1360 |
|
0.500 |
1.1351 |
|
0.382 |
1.1342 |
|
LOW |
1.1313 |
|
0.618 |
1.1266 |
|
1.000 |
1.1237 |
|
1.618 |
1.1190 |
|
2.618 |
1.1114 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1376 |
| PP |
1.1340 |
1.1356 |
| S1 |
1.1328 |
1.1337 |
|